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Dive into the third lecture of a four-part series on Time Series Analysis, presented by Cristina Masoller from Universidad Politécnica de Catalunya, Spain. This one-hour session is part of the School on Applications of Nonlinear Systems to Socio-Economic Complexity, organized by ICTP-SAIFR in October 2022. Explore advanced concepts and techniques in time series analysis, with a focus on their applications to socio-economic complexity. Gain insights from an expert in the field and enhance your understanding of nonlinear systems and their relevance to real-world socio-economic challenges.